Lag-order selection criteria
| Lag | LL | LR | df | p | FPE | AIC | HQIC | SBIC |
|---|---|---|---|---|---|---|---|---|
| Lag selection from model 1 in the first theoretical framework | ||||||||
| 0 | −72.85 | 00.000 | 3.13 | 3.19 | 3.291 | |||
| 1 | 1650.47 | 3446.6* | 16 | 00.000 | 1.534* | −66.54* | −66.2567* | −65.77* |
| Lag selection from model 2 in the second theoretical framework | ||||||||
| 0 | −147.21 | 00.000 | 6.25 | 6.34 | 6.48 | 56.74 | 56.77 | 56.81 |
| 1 | 00.000 | 00.000 | 36 | 00.000 | 00.000 | 00.000 | 00.000 | 00.000 |
| 2 | 1844.67 | 00.000 | 36 | 00.000 | 00.000 | −72.35* | −71.29* | −69.57* |
| Lag | LL | LR | df | FPE | AIC | HQIC | SBIC | |
|---|---|---|---|---|---|---|---|---|
| 0 | −72.85 | 00.000 | 3.13 | 3.19 | 3.291 | |||
| 1 | 1650.47 | 3446.6* | 16 | 00.000 | 1.534* | −66.54* | −66.2567* | −65.77* |
| 0 | −147.21 | 00.000 | 6.25 | 6.34 | 6.48 | 56.74 | 56.77 | 56.81 |
| 1 | 00.000 | 00.000 | 36 | 00.000 | 00.000 | 00.000 | 00.000 | 00.000 |
| 2 | 1844.67 | 00.000 | 36 | 00.000 | 00.000 | −72.35* | −71.29* | −69.57* |
Source(s): Table computed by the author
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